| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3,675.0 |
3,648.0 |
-27.0 |
-0.7% |
3,557.0 |
| High |
3,675.0 |
3,663.0 |
-12.0 |
-0.3% |
3,678.0 |
| Low |
3,654.0 |
3,590.0 |
-64.0 |
-1.8% |
3,517.0 |
| Close |
3,666.0 |
3,604.0 |
-62.0 |
-1.7% |
3,666.0 |
| Range |
21.0 |
73.0 |
52.0 |
247.6% |
161.0 |
| ATR |
62.8 |
63.8 |
0.9 |
1.5% |
0.0 |
| Volume |
915 |
1,897 |
982 |
107.3% |
100,223 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,838.0 |
3,794.0 |
3,644.2 |
|
| R3 |
3,765.0 |
3,721.0 |
3,624.1 |
|
| R2 |
3,692.0 |
3,692.0 |
3,617.4 |
|
| R1 |
3,648.0 |
3,648.0 |
3,610.7 |
3,633.5 |
| PP |
3,619.0 |
3,619.0 |
3,619.0 |
3,611.8 |
| S1 |
3,575.0 |
3,575.0 |
3,597.3 |
3,560.5 |
| S2 |
3,546.0 |
3,546.0 |
3,590.6 |
|
| S3 |
3,473.0 |
3,502.0 |
3,583.9 |
|
| S4 |
3,400.0 |
3,429.0 |
3,563.9 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,103.3 |
4,045.7 |
3,754.6 |
|
| R3 |
3,942.3 |
3,884.7 |
3,710.3 |
|
| R2 |
3,781.3 |
3,781.3 |
3,695.5 |
|
| R1 |
3,723.7 |
3,723.7 |
3,680.8 |
3,752.5 |
| PP |
3,620.3 |
3,620.3 |
3,620.3 |
3,634.8 |
| S1 |
3,562.7 |
3,562.7 |
3,651.2 |
3,591.5 |
| S2 |
3,459.3 |
3,459.3 |
3,636.5 |
|
| S3 |
3,298.3 |
3,401.7 |
3,621.7 |
|
| S4 |
3,137.3 |
3,240.7 |
3,577.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,678.0 |
3,580.0 |
98.0 |
2.7% |
47.6 |
1.3% |
24% |
False |
False |
20,359 |
| 10 |
3,678.0 |
3,478.0 |
200.0 |
5.5% |
62.1 |
1.7% |
63% |
False |
False |
18,934 |
| 20 |
3,718.0 |
3,438.0 |
280.0 |
7.8% |
73.3 |
2.0% |
59% |
False |
False |
10,267 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
60.1 |
1.7% |
51% |
False |
False |
7,151 |
| 60 |
3,761.0 |
3,438.0 |
323.0 |
9.0% |
48.8 |
1.4% |
51% |
False |
False |
4,848 |
| 80 |
3,761.0 |
3,250.0 |
511.0 |
14.2% |
40.4 |
1.1% |
69% |
False |
False |
3,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,973.3 |
|
2.618 |
3,854.1 |
|
1.618 |
3,781.1 |
|
1.000 |
3,736.0 |
|
0.618 |
3,708.1 |
|
HIGH |
3,663.0 |
|
0.618 |
3,635.1 |
|
0.500 |
3,626.5 |
|
0.382 |
3,617.9 |
|
LOW |
3,590.0 |
|
0.618 |
3,544.9 |
|
1.000 |
3,517.0 |
|
1.618 |
3,471.9 |
|
2.618 |
3,398.9 |
|
4.250 |
3,279.8 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,626.5 |
3,634.0 |
| PP |
3,619.0 |
3,624.0 |
| S1 |
3,611.5 |
3,614.0 |
|